Davies, Laurie - In: Journal of Multivariate Analysis 40 (1992) 2, pp. 311-327
A good robust functional should, if possible, be efficient at the model, smooth, and have a high breakdown point. M-estimators can be made efficient and Fréchet differentiable by choosing appropriate [psi]-functions but they have a breakdown point of at most 1/(p + 1) in p dimensions. On the...